+49.0%
XEL vs KGC
+226.6%
-177.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.4% | -6.7% | +9.1% | +3.0% |
| 30D | +8.3% | -6.7% | +14.9% | +8.7% |
| 3M | +4.2% | -22.6% | +26.7% | +5.9% |
| 6M | +3.7% | -33.4% | +37.2% | +6.5% |
| YTD | +13.1% | -26.0% | +39.0% | +14.4% |
| 1Y | +5.0% | -18.3% | +23.3% | +5.3% |
| 3Y | +55.0% | +315.8% | -260.8% | +28.0% |
| All | +49.0% | +226.6% | -177.6% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling